Komercni Banka Correlations
| KOMB Stock | CZK 807.50 9.50 1.16% |
The current 90-days correlation between Komercni Banka AS and Cez AS is -0.06 (i.e., Good diversification). The correlation of Komercni Banka is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.
Komercni Banka Correlation With Market
Significant diversification
The correlation between Komercni Banka AS and DJI is 0.06 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Komercni Banka AS and DJI in the same portfolio, assuming nothing else is changed.
Komercni |
The ability to find closely correlated positions to Komercni Banka could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Komercni Banka when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Komercni Banka - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Komercni Banka AS to buy it.
Moving together with Komercni Stock
Moving against Komercni Stock
| 0.88 | COLOS | Coloseum Holding | PairCorr |
| 0.69 | KLIKY | MT 1997 AS | PairCorr |
| 0.55 | PRIUA | Primoco UAV SE | PairCorr |
| 0.45 | FIXED | FIXEDzone as | PairCorr |
Related Correlations Analysis
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Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between Komercni Stock performing well and Komercni Banka Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Komercni Banka's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| CEZ | 0.61 | 0.15 | 0.01 | (0.73) | 0.49 | 1.66 | 4.10 | |||
| KOFOL | 0.91 | 0.42 | 0.21 | (1.09) | 0.57 | 3.48 | 8.87 | |||
| KLIKY | 0.81 | (0.18) | 0.00 | (0.63) | 0.00 | 0.72 | 16.04 | |||
| HWIO | 2.74 | 0.00 | 0.00 | 0.12 | 3.31 | 6.38 | 16.08 | |||
| BEZVA | 0.21 | (0.05) | 0.00 | 3.00 | 0.00 | 0.00 | 2.82 | |||
| COLOS | 1.63 | (0.56) | 0.00 | 10.50 | 0.00 | 0.00 | 22.50 | |||
| PRIUA | 0.93 | (0.02) | (0.08) | (0.03) | 1.14 | 2.16 | 13.18 | |||
| PRAB | 1.07 | (0.05) | 0.00 | 0.27 | 0.00 | 3.08 | 13.81 | |||
| FIXED | 1.10 | (0.12) | 0.00 | (0.69) | 0.00 | 3.33 | 8.84 | |||
| FILL | 0.10 | 0.05 | 0.00 | (0.42) | 0.00 | 0.00 | 3.23 |
Be your own money manager
Our tools can tell you how much better you can do entering a position in Komercni Banka without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.Did you try this?
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Komercni Banka Corporate Management
Elected by the shareholders, the Komercni Banka's board of directors comprises two types of representatives: Komercni Banka inside directors who are chosen from within the company, and outside directors, selected externally and held independent of Komercni. The board's role is to monitor Komercni Banka's management team and ensure that shareholders' interests are well served. Komercni Banka's inside directors are responsible for reviewing and approving budgets prepared by upper management to implement core corporate initiatives and projects. On the other hand, Komercni Banka's outside directors are responsible for providing unbiased perspectives on the board's policies.
| Jan Juchelka | Chairman CEO | Profile | |
| Jakub Cern | Head Relations | Profile | |
| Jitka Haubova | COO Director | Profile | |
| Didier Colin | Chief Director | Profile | |
| Miroslav Hirsl | Sr Director | Profile | |
| Jir perl | Ex Fin | Profile | |
| Ida Baluskov | Ma Reporting | Profile |